WTID vs. TSII
WTID (MicroSectors Energy -3X Inverse Leveraged ETN) and TSII (REX TSLA Growth & Income ETF) are both exchange-traded funds - WTID is a Inverse Equities fund tracking the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%), while TSII is a Leveraged Equities fund actively managed by REX. WTID is passively managed, while TSII is actively managed. Over the past year, WTID returned -74.04% vs 0.68% for TSII. Their 0.08 correlation means their historical movements had little consistent relationship. WTID charges 0.95%/yr vs 0.99%/yr for TSII.
Performance
WTID vs. TSII - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WTID achieves a -67.32% return, which is significantly lower than TSII's -32.67% return.
WTID
- 1D
- 4.70%
- 1M
- -32.80%
- 6M
- -56.78%
- YTD
- -67.32%
- 1Y
- -74.04%
- 3Y*
- -45.60%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -43.47%
TSII
- 1D
- 3.63%
- 1M
- -19.80%
- 6M
- -28.72%
- YTD
- -32.67%
- 1Y
- 0.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -5.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.40M | $1.26M | $1.06M | |
| $198.95K | $195.92K | $630.81K |
WTID vs. TSII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WTID MicroSectors Energy -3X Inverse Leveraged ETN | -67.32% | -28.30% |
TSII REX TSLA Growth & Income ETF | -32.67% | 39.41% |
Correlation
The correlation between WTID and TSII is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025 | 0.08 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WTID vs. TSII — Risk / Return Rank
WTID
TSII
WTID vs. TSII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and REX TSLA Growth & Income ETF (TSII). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WTID | TSII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.04 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 0.02 | -0.99 |
| Martin ratioReturn relative to average drawdown | -1.49 | 0.04 | -1.53 |
Loading charts...
Drawdowns
WTID vs. TSII - Drawdown Comparison
The maximum WTID drawdown since its inception was -90.80%, which is greater than TSII's maximum drawdown of -44.14%. Use the drawdown chart below to compare losses from any high point for WTID and TSII.
Loading charts...
Drawdown Indicators
| WTID | TSII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.80% | -44.14% | -46.66% |
Max Drawdown (1Y)Largest decline over 1 year | -76.06% | -44.14% | -31.92% |
Max Drawdown (3Y)Largest decline over 3 years | -86.73% | — | — |
Current DrawdownCurrent decline from peak | -90.37% | -38.47% | -51.90% |
Average DrawdownAverage peak-to-trough decline | -55.96% | -11.61% | -44.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.62% | 15.94% | +33.68% |
Volatility
WTID vs. TSII - Volatility Comparison
MicroSectors Energy -3X Inverse Leveraged ETN (WTID) and REX TSLA Growth & Income ETF (TSII) have volatilities of 23.44% and 24.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WTID | TSII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 24.22% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 56.62% | 37.70% | +18.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.15% | 47.83% | +21.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.60% | 50.47% | +20.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.60% | 50.47% | +20.13% |
WTID vs. TSII - Expense Ratio Comparison
WTID has a 0.95% expense ratio, which is lower than TSII's 0.99% expense ratio.
Dividends
WTID vs. TSII - Dividend Comparison
WTID has not paid dividends to shareholders, while TSII's dividend yield for the trailing twelve months is around 105.45%.
| Position | TTM | 2025 |
|---|---|---|
TSII REX TSLA Growth & Income ETF | 105.45% | 32.17% |
WTID MicroSectors Energy -3X Inverse Leveraged ETN | 0.00% | 0.00% |
Frequently Asked Questions
WTID and TSII have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSII has higher volatility (24.22%) compared to WTID (23.44%). In terms of maximum drawdown, WTID dropped -90.80% vs TSII's -44.14%.
On 1-year performance, TSII leads with 0.68% vs -74.04% for WTID. On fees, WTID is cheaper at 0.95% per year. On volatility, WTID has been the lower-risk option at 23.44%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TSII has performed better with a 0.68% return vs -74.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTID is cheaper with a 0.95% expense ratio, compared with 0.99% for TSII.
TSII has the higher dividend yield at 105.45%, compared with 0.00% for WTID.
WTID is categorized as Inverse Equities, while TSII is Leveraged Equities. Their fees differ too: 0.95% for WTID and 0.99% for TSII.
TSII currently has the higher Sharpe Ratio (0.01 vs -1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for WTID and TSII
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer